Title
LevyType Models for Equity Derivatives: On the Pricing of Exotic Equity Derivatives under Pure Jump LevyType Models,Used
Delivery time: 8-12 business days (International)
First, we lay the theoretical foundation by reviewing Levy Processes and their properties. Next, stochastic time change techniques are discussed thoroughly, including subordinated Levy Processes, and general time changed ones. A general framework on how to price European options, and therefore on how to calibrate these models to market data, is presented and its implementation is discussed. Besides going over the properties of selected models, we will also demonstrate how to perform simulations of the desired quantities. Tests with real market data are carried out we judge the empirical power of the models by comparing their ?t to market data, and analyze path behavior implied by the calibration procedure. This gives good intuition for the pricing of exotic options. In particular, we devote one chapter each to Barrier and Cliquet Options and comparisons to quotes found in the OTC market.
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Shipping & Returns
Shipping
We ship your order within 2–3 business days for USA deliveries and 5–8 business days for international shipments. Once your package has been dispatched from our warehouse, you'll receive an email confirmation with a tracking number, allowing you to track the status of your delivery.
Returns
To facilitate a smooth return process, a Return Authorization (RA) Number is required for all returns. Returns without a valid RA number will be declined and may incur additional fees. You can request an RA number within 15 days of the original delivery date. For more details, please refer to our Return & Refund Policy page.
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Warranty
We provide a 2-year limited warranty, from the date of purchase for all our products.
If you believe you have received a defective product, or are experiencing any problems with your product, please contact us.
This warranty strictly does not cover damages that arose from negligence, misuse, wear and tear, or not in accordance with product instructions (dropping the product, etc.).
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Your payment information is processed securely. We do not store credit card details nor have access to your credit card information.
We accept payments with :
Visa, MasterCard, American Express, Paypal, Shopify Payments, Shop Pay and more.